+33.1%
FROG vs MUZ
-39.6%
+72.7%
-28.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -12.8% | +19.9% | +5.1% |
| 7D | +27.1% | +14.0% | +13.1% | +30.6% |
| 30D | +5.8% | +57.6% | -51.8% | +12.1% |
| 3M | +20.8% | -3.1% | +23.9% | +24.9% |
| All | +33.1% | -39.6% | +72.7% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded MUZ wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · Available span rolling